I have thought about doing this as well. (however the girlfriend says no)

What i was thinking is building a frame (wooden) within the the room, basically a cage.

then build your wall within this as normal, but attaching to the frame rather than room.

depending on the size it should be more than stable enough, however weight could be added to it, to stop any movement... sand bags in or on the base should do the trick.

depending on how funky you'd like to be, you could also build in a wall with changeable angle.. I'd do this with metal plates and steel cross bars, but you could achieve something similar using wood.however this could have to much play in it.

hI, i have made several boulderuing walls freestanding, they cost approx 120-150 to make and are brilliant, they can collapse down if not required and can be rested/stored along a wall etc etc, mail me for some pictures, also depending on height availability the abgle can be adjusted, i stuck to 45 myself but its good to have options, it will take you a day to build and stick holds on